A Novel Wind Power Forecast Diffusion Model Based on Prior Knowledge

AbstractTo improve the forecast accuracy of wind power, diffusion model based on prior knowledge (DMPK) is proposed. Different from the traditional diffusion model (DM), where the noise perturbation in the diffusion or generation process is random, the noise added in DMPK is modified aiming to the characteristics of wind power signals. The distribution of wind power forecast errors is not a standard Gaussian. Wind power forecast errors are related to forecast methods, weather conditions, and other factors, containing both random signals and certain regularity. This paper adapts the Gaussian distribution to fit the historical forecast error to represent the prior knowledge of wind power. Then, the sampling distribution is derived from its relationship with the fitted prior distribution to replace the standard Gaussian in DM. Taking the prior knowledge into account during the process of noise sampling, the data in the forward process of DMPK can be guided by the distribution of historical errors for diffusion, while the generated result by the reverse process is more consistent with the actual wind power signal. Finally, the superiority of the proposed method is verified by using the wind power data from two real‐world wind farms.